Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506699.7742 | 485399.1499 | 21300.6243 | -50748.0117 | 617348.1926 | -668096.2043 |
Total P&L (%) | 506.6998 | 485.3992 | 21.3006 | -50.748 | 617.3482 | -668.0962 |
Avg Daily Profit (%) | 0.2097 | 0.2009 | 0.0088 | -0.0293 | 0.0816 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227244 | -158968 | -130301 | -1016385 | -417641 | -939342 |
Profit Factor | 1.6199 | 2.0126 | 1.063 | 0.9734 | 1.809 | 0.4175 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 44.5455 | 41.8182 | 47.2727 | 44.5455 | 41.8182 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.0165 | 2.8002 | 1.1857 | 1.2118 | 2.5169 | 0.4657 |
Largest Winning Trade | 384926 | 384926 | 46352 | 694908 | 694908 | 107796 |
Largest Losing Trade | -65885 | -56161 | -65885 | -689142 | -88834 | -689142 |
Avg Bars in Trades | 62 | 87 | 37 | 62 | 87 | 37 |
Avg Bars in Winners | 68 | 92 | 46 | 68 | 92 | 46 |
Avg Bars in Losers | 58 | 84 | 29 | 58 | 84 | 29 |
Bars Traded | 6874 | 4828 | 2046 | 6874 | 4828 | 2046 |
Profit Streak | 0 | 0 | 144.2628 | 0 | 0 | 144.2628 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336911 | -171783 | -518065 | -580940 | -263409 | -760542 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 3.29335 } }, "second_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 3.29335 } }, "second_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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